Key components of spacecraft, such as aerospace bearings, operate for extended periods in high-vacuum environments. Traditional liquid lubricants are prone to volatilization and failure, making them unsuitable for lubrication under such extreme conditions. Although MoS₂ solid lubricant coatings possess excellent self-lubricating properties, they still suffer from low hardness and poor film–substrate adhesion in high-vacuum environments. These shortcomings can lead to coating delamination under spacecraft vibration and high-vacuum conditions, significantly deteriorating wear resistance. To address this issue, this study employed magnetron sputtering to incorporate high-hardness CrN into MoS₂, depositing CrN–MoS₂ composite coatings on Si₃N₄ substrates. Three structural designs were fabricated: a single-layer structure (Group A), a hard bottom layer (Group B), and a hard top layer (Group C). By systematically adjusting the Cr target power and the N₂ flow ratio, the effects of coating structure design on its microstructure, mechanical properties, and tribological behavior were investigated. The results show that the multilayer gradient structure significantly enhanced the coating density and crystallinity, with Group B exhibiting superior hardness compared with Groups A and C. The coating in Group C demonstrated markedly improved H/E ratio (0.048), surface roughness (0.07 μm), film–substrate adhesion, and tribological performance, surpassing Groups A and B and exhibiting more potent overall mechanical and wear-resistance properties. By establishing a three-dimensional finite element contact model, the stress distribution and wear track characteristics of coatings with different structures during the friction process were further revealed, confirming the significant advantages of multilayer structures in mitigating stress concentration and slowing coating failure. This study provides both theoretical support and experimental evidence for the structural optimization and engineering application of CrN–MoS₂ gradient composite coatings, which are suitable for service environments with extremely high demands on wear resistance and lubrication, such as spacecraft structural components and precision mechanical parts.